Crout versions of ILU factorization with pivoting for sparse symmetric matrices
Electronic transactions on numerical analysis, Tome 20 (2005), pp. 75-85.

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Summary: The Crout variant of ILU preconditioner (ILUC) developed recently has been shown to be generally advantageous over ILU with Threshold (ILUT), a conventional row-based ILU preconditioner. This paper explores pivoting strategies for sparse symmetric matrices to improve the robustness of ILUC. We integrate two symmetrypreserving pivoting strategies, the diagonal pivoting and the Bunch-Kaufman pivoting, into ILUC without significant overheads. The performances of the pivoting methods are compared with ILUC and ILUTP ([20]) on a set of problems, including a few arising from saddle-point (KKT) problems.
Classification : 65F10, 65F50
Keywords: incomplete LU factorization, ILU, ILUC, sparse Gaussian elimination, crout factorization, preconditioning, diagonal pivoting, bunch-kaufman pivoting, ILU with threshold, iterative methods, sparse symmetric matrices
@article{ETNA_2005__20__a11,
     author = {Li, Na and Saad, Yousef},
     title = {Crout versions of {ILU} factorization with pivoting for sparse symmetric matrices},
     journal = {Electronic transactions on numerical analysis},
     pages = {75--85},
     publisher = {mathdoc},
     volume = {20},
     year = {2005},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_2005__20__a11/}
}
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Li, Na; Saad, Yousef. Crout versions of ILU factorization with pivoting for sparse symmetric matrices. Electronic transactions on numerical analysis, Tome 20 (2005), pp. 75-85. http://geodesic.mathdoc.fr/item/ETNA_2005__20__a11/